SDVY vs. IWM
Compare and contrast key facts about First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) and iShares Russell 2000 ETF (IWM).
SDVY and IWM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDVY is a passively managed fund by First Trust that tracks the performance of the NASDAQ US Small Mid Cap Rising Dividend Achievers™ Index. It was launched on Nov 1, 2017. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000. Both SDVY and IWM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDVY or IWM.
Key characteristics
| SDVY | IWM | |
|---|---|---|
| YTD Return | 18.99% | 18.17% |
| 1Y Return | 35.50% | 33.39% |
| 3Y Return (Ann) | 10.08% | 0.75% |
| 5Y Return (Ann) | 14.63% | 9.60% |
| Sharpe Ratio | 2.13 | 1.88 |
| Sortino Ratio | 3.09 | 2.70 |
| Omega Ratio | 1.38 | 1.33 |
| Calmar Ratio | 4.30 | 1.60 |
| Martin Ratio | 12.17 | 10.83 |
| Ulcer Index | 3.45% | 3.76% |
| Daily Std Dev | 19.67% | 21.63% |
| Max Drawdown | -44.70% | -59.05% |
| Current Drawdown | -1.43% | -2.73% |
Correlation
The correlation between SDVY and IWM is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SDVY vs. IWM - Performance Comparison
The year-to-date returns for both stocks are quite close, with SDVY having a 18.99% return and IWM slightly lower at 18.17%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SDVY vs. IWM - Expense Ratio Comparison
SDVY has a 0.60% expense ratio, which is higher than IWM's 0.19% expense ratio.
Risk-Adjusted Performance
SDVY vs. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) and iShares Russell 2000 ETF (IWM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
SDVY vs. IWM - Dividend Comparison
SDVY's dividend yield for the trailing twelve months is around 1.49%, more than IWM's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDVY First Trust SMID Cap Rising Dividend Achievers ETF | 1.49% | 1.90% | 2.28% | 1.09% | 1.48% | 1.70% | 1.57% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 1.09% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
SDVY vs. IWM - Drawdown Comparison
The maximum SDVY drawdown since its inception was -44.70%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for SDVY and IWM. For additional features, visit the drawdowns tool.
Volatility
SDVY vs. IWM - Volatility Comparison
First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) has a higher volatility of 7.87% compared to iShares Russell 2000 ETF (IWM) at 7.49%. This indicates that SDVY's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.